| Metric | 11374594:btcusd:triple_med_gx:lsma110_35 | 11374594:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 42.13% | 214.91% |
| Max Drawdown | -33.76% | -67.18% |
| Sharpe | 0.29 | 0.45 |
| Sortino | 0.44 | 0.65 |
| Payoff Ratio | 1.08 | 1.05 |
| Profit Factor | 1.11 | 1.08 |
| Common Sense Ratio | 1.2 | 1.08 |
| CPC Index | 0.59 | 0.58 |
| Tail Ratio | 1.08 | 1.0 |
| Outlier Win Ratio | 31.65 | 3.53 |
| Outlier Loss Ratio | 4.02 | 3.41 |
| Volatility (ann.) | 10.76% | 26.11% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.32 | 0.58 |
| Skew | 1.33 | 0.2 |
| Kurtosis | 38.79 | 6.52 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.82% | 2.7% |
| Expected Yearly % | 9.19% | 33.21% |
| Kelly Criterion | 2.02% | 4.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -2.22% |
| Expected Shortfall (cVaR) | -0.92% | -2.22% |
| Year | 11374594:BTCUSD | 11374594:btcusd:triple_med_gx:lsma110_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | 6.24 | -0.11 | + |
| 2023 | 155.54 | 45.52 | 0.29 | - |
| 2024 | 121.00 | 28.00 | 0.23 | - |
| 2025 | 27.10 | -28.18 | -1.04 | - |
| Metric | 11374594:btcusd:triple_med_gx:lsma110_35 | 11374594:BTCUSD |
|---|---|---|
| MTD | -0.54% | 10.71% |
| 3M | -3.97% | 41.88% |
| 6M | -25.15% | 22.91% |
| YTD | -28.18% | 27.1% |
| 1Y | -14.51% | 82.29% |
| 3Y (ann.) | 10.92% | 77.48% |
| 5Y (ann.) | 10.69% | 39.27% |
| Metric | 11374594:btcusd:triple_med_gx:lsma110_35 | 11374594:BTCUSD |
|---|---|---|
| Max Drawdown | -33.76% | -67.18% |
| Longest DD Days | 495.0 | 683.0 |
| Avg. Drawdown | -4.3% | -6.45% |
| Avg. Drawdown Days | 41.0 | 32.0 |
| Recovery Factor | 1.25 | 3.2 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-07-17 | -33.76 | 211 |
| 2022-04-21 | 2023-08-29 | -20.90 | 495 |
| 2022-03-02 | 2022-04-20 | -14.43 | 49 |
| 2024-04-01 | 2024-09-17 | -10.48 | 169 |
| 2023-08-29 | 2023-10-24 | -8.76 | 55 |
| 2024-03-05 | 2024-03-27 | -6.30 | 22 |
| 2024-01-31 | 2024-03-04 | -3.81 | 32 |
| 2024-01-09 | 2024-01-29 | -3.13 | 20 |
| 2024-09-19 | 2024-10-16 | -2.67 | 26 |
| 2023-12-06 | 2024-01-08 | -2.10 | 33 |
| Metric | 11374594:btcusd:triple_med_gx:lsma110_35 | 11374594:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 13.02% | 35.75% |
| Worst Week | -9.8% | -29.64% |
| Best Month | 21.61% | 43.77% |
| Worst Month | -17.77% | -37.12% |
| Best Year | 45.52% | 155.54% |
| Worst Year | -28.18% | -56.13% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.78% | -0.81% |
| Avg. Up Week | 4.66% | 9.4% |
| Avg. Down Week | -3.45% | -3.8% |
| Avg. Up Month | 6.57% | 15.18% |
| Avg. Down Month | -5.2% | -13.3% |
| Win Days % | 49.12% | 51.28% |
| Win Month % | 50.0% | 62.79% |
| Win Week % | 42.53% | 51.63% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |